+174.6%
ZTS vs FIS
+43.4%
+131.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.0% | +1.1% | -3.1% | -2.4% |
| 30D | +1.9% | -2.2% | +4.1% | +2.8% |
| 3M | -4.0% | +2.1% | -6.1% | -5.2% |
| 6M | -39.1% | -14.7% | -24.5% | -35.8% |
| YTD | -38.8% | -35.7% | -3.1% | -27.8% |
| 1Y | -49.6% | -37.1% | -12.5% | -40.2% |
| 3Y | -59.0% | -20.0% | -39.0% | -56.8% |
| 5Y | -61.8% | -62.1% | +0.4% | -47.1% |
| 10Y | +61.4% | -37.4% | +98.8% | +80.4% |
| All | +174.6% | +43.4% | +131.2% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling